Marian Vavra : Citation Profile


Are you Marian Vavra?

Národná Banka Slovenska

1

H index

0

i10 index

3

Citations

RESEARCH PRODUCTION:

5

Articles

18

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 0
   Journals where Marian Vavra has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 4 (57.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva627
   Updated: 2019-10-15    RAS profile: 2019-08-12    
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Relations with other researchers


Works with:

Psaradakis, Zacharias (11)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marian Vavra.

Is cited by:

Adam, Tomas (1)

Tóth, Peter (1)

Novotný, Filip (1)

Hartigan, Luke (1)

Cites to:

Ng, Serena (9)

Lobato, Ignacio (6)

Bai, Jushan (6)

West, Kenneth (5)

Psaradakis, Zacharias (5)

Rua, António (4)

Perron, Pierre (4)

Rünstler, Gerhard (4)

Cristadoro, Riccardo (4)

Benk, Szilard (4)

Wouters, Raf (4)

Main data


Where Marian Vavra has published?


Working Papers Series with more than one paper published# docs
Working and Discussion Papers / Research Department, National Bank of Slovakia11

Recent works citing Marian Vavra (2019 and 2018)


YearTitle of citing document
2017Nowcasting Slovak GDP by a Small Dynamic Factor Model. (2017). Tóth, Peter ; Toth, Peter . In: MPRA Paper. RePEc:pra:mprapa:77245.

Full description at Econpapers || Download paper

Works by Marian Vavra:


YearTitleTypeCited
2012Testing Non-linearity Using a Modified Q Test In: Birkbeck Working Papers in Economics and Finance.
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2016Portmanteau Tests for Linearity of Stationary Time Series.(2016) In: Working and Discussion Papers.
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2015Portmanteau Tests for Linearity of Stationary Time Series.(2015) In: Birkbeck Working Papers in Economics and Finance.
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This paper has another version. Agregated cites: 0
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2012Robustness of Power Properties of Non-linearity Tests In: Birkbeck Working Papers in Economics and Finance.
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2012A Note on the Finite Sample Properties of the CLS Method of TAR Models In: Birkbeck Working Papers in Economics and Finance.
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2015A Distance Test of Normality for a Wide Class of Stationary Processes In: Birkbeck Working Papers in Economics and Finance.
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2017A distance test of normality for a wide class of stationary processes.(2017) In: Econometrics and Statistics.
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2015Testing for normality with applications.(2015) In: Working and Discussion Papers.
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2017Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches In: Birkbeck Working Papers in Economics and Finance.
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2017Normality Tests for Dependent Data.(2017) In: Working and Discussion Papers.
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This paper has another version. Agregated cites: 0
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2018Bootstrap-Assisted Tests of Symmetry for Dependent Data In: Birkbeck Working Papers in Economics and Finance.
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2018Bootstrap Assisted Tests of Symmetry for Dependent Data.(2018) In: Working and Discussion Papers.
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This paper has another version. Agregated cites: 0
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2015A Quantile-based Test for Symmetry of Weakly Dependent Processes In: Journal of Time Series Analysis.
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2013Testing for marginal asymmetry of weakly dependent processes.(2013) In: Working and Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2014On testing for nonlinearity in multivariate time series In: Economics Letters.
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2013Testing for non-linearity in multivariate stochastic processes.(2013) In: Working and Discussion Papers.
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2013Testing for linear and Markov switching DSGE models In: Working and Discussion Papers.
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2015On a Bootstrap Test for Forecast Evaluations In: Working and Discussion Papers.
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2015Short-term Forecasting of Real GDP Using Monthly Data In: Working and Discussion Papers.
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2016Testing the Validity of Assumptions of UC-ARIMA Models for Trend-Cycle Decompositions In: Working and Discussion Papers.
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2018Assessing Distributional Properties of Forecast Errors In: Working and Discussion Papers.
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2015Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests In: Applied Economics Letters.
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2019Portmanteau tests for linearity of stationary time series In: Econometric Reviews.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team